XML 90 R60.htm IDEA: XBRL DOCUMENT v3.23.3
Derivative Instruments - Notional and Fair Value Position (Details) - USD ($)
$ in Millions
Sep. 30, 2023
Dec. 31, 2022
Derivative [Line Items]    
Notional Amount $ 377,980 $ 364,927
Asset Derivatives    
Derivative assets, gross amount offset (321) (154)
Derivative assets 149 175
Liability Derivatives    
Derivatives liabilities at fair value (225) (168)
Table Footnote [Abstract]    
Cash collateral posted for derivative instruments 4,000 4,500
Cash collateral received for derivative instruments 47 5
Total risk management derivatives designated as hedging instruments    
Derivative [Line Items]    
Notional Amount 291,308 285,437
Asset Derivatives    
Derivative assets, gross amount offset (321) (154)
Derivative assets 53 83
Liability Derivatives    
Netting adjustment 4,241 4,662
Derivatives liabilities at fair value (61) (24)
Total risk management derivatives designated as hedging instruments | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 36,274 38,858
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Total risk management derivatives designated as hedging instruments | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 255,034 246,579
Asset Derivatives    
Derivative assets, gross 374 237
Liability Derivatives    
Derivative liabilities, gross (4,302) (4,686)
Pay-fixed | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 8,269 5,582
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Pay-fixed | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 125,372 97,808
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Receive-fixed | Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 28,005 33,276
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Receive-fixed | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 120,583 99,799
Asset Derivatives    
Derivative assets, gross 54 1
Liability Derivatives    
Derivative liabilities, gross (4,097) (4,525)
Basis | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 250 41,250
Asset Derivatives    
Derivative assets, gross 8 25
Liability Derivatives    
Derivative liabilities, gross 0 0
Foreign currency | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 303 300
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross (98) (98)
Pay-fixed | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 5,816 5,286
Asset Derivatives    
Derivative assets, gross 294 204
Liability Derivatives    
Derivative liabilities, gross (35) (18)
Receive-fixed | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 2,666 2,136
Asset Derivatives    
Derivative assets, gross 18 7
Liability Derivatives    
Derivative liabilities, gross (72) (45)
Futures | Not Designated as Hedging Instrument    
Derivative [Line Items]    
Notional Amount 44 0
Asset Derivatives    
Derivative assets, gross 0 0
Liability Derivatives    
Derivative liabilities, gross 0 0
Mortgage commitment derivatives    
Derivative [Line Items]    
Notional Amount 60,205 55,706
Asset Derivatives    
Derivative assets, gross amount offset 0 0
Derivative assets 51 89
Liability Derivatives    
Netting adjustment 0 0
Derivatives liabilities at fair value (150) (78)
Mortgage commitments to purchase whole loans    
Derivative [Line Items]    
Notional Amount 3,593 2,596
Asset Derivatives    
Derivative assets 2 4
Liability Derivatives    
Derivatives liabilities at fair value (16) (8)
Forward contracts to purchase mortgage-related securities    
Derivative [Line Items]    
Notional Amount 17,550 17,808
Asset Derivatives    
Derivative assets 2 50
Liability Derivatives    
Derivatives liabilities at fair value (111) (57)
Forward contracts to sell mortgage-related securities    
Derivative [Line Items]    
Notional Amount 39,062 35,302
Asset Derivatives    
Derivative assets 47 35
Liability Derivatives    
Derivatives liabilities at fair value (23) (13)
Credit enhancement derivatives    
Derivative [Line Items]    
Notional Amount 26,467 23,784
Asset Derivatives    
Derivative assets 45 3
Liability Derivatives    
Derivatives liabilities at fair value $ (14) $ (66)